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Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach - MaRDI portal

Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach (Q6442003)

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preprint article from arXiv
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English
Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
preprint article from arXiv

    Statements

    29 June 2023
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    math.OC
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    q-fin.MF
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    Bingyan Han
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    Chi Seng Pun
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    Hoi Ying Wong
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